+9.6%
CARR vs CAPR
+76.3%
-66.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -1.9% |
| 7D | +0.6% | -12.6% | +13.3% | +0.8% |
| 30D | -8.7% | +124.4% | -133.1% | -9.7% |
| 3M | -18.4% | -66.8% | +48.4% | -17.9% |
| 6M | -0.6% | -71.8% | +71.2% | +0.1% |
| YTD | +10.9% | -70.1% | +81.0% | +11.5% |
| 1Y | -7.3% | +33.3% | -40.6% | -11.3% |
| 3Y | +2.9% | +36.7% | -33.8% | -8.3% |
| 5Y | +9.6% | +72.5% | -62.8% | -7.3% |
| All | +9.6% | +76.3% | -66.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling